How to store option chain data?

This is my first attempt at building an algo and I'm currently brainstorming ways to construct it. I'm thinking about storing the entire option chain and the current stock price for one specific ticker every second, so I can use this data to backtest my strategy. How do I go about storing this data without complicating it too much?

The only way I can think of is to create a separate csv file for each tick and store the data but that is way too impractical.

Posted Jun 4, 2020, 11:32 PM UTC · edited

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